pblm
modelThis is an auxiliary function for controlling the algorithm in a pblm
model.
pblm.control(maxit = 30, maxit2 = 200, acc = 1e-07, acc2 = 1e-06,
zero.adj = 1e-06, l = NULL, restore.l = FALSE,
min.step.l = 1e-04, auto.select = FALSE, gaic.m = 2,
rss.tol = 1e-06, max.backfitting = 10, pgtol.df = 0.01,
factr.df = 1e+07, lmm.df = 5, parscale.df = 1,
max.gaic.iter = 500, pgtol.gaic = 1e-05, grad.tol = 1e-07,
factr.gaic = 1e+07, lmm.gaic = 5, parscale = 1,
conv.crit = c("dev", "pdev"))
A list with the same arguments of the function, unless unlikely specified by the user.
maximum number of Fisher-scoring iterations.
maximum number of Newton-Raphson iterations for the inversion \(\eta\)->\(\pi\).
tolerance to be used for the estimation.
tolerance to be used for the inversion \(\eta\)->\(\pi\).
adjustment factor for zeros in the probability vector \(\pi\).
numerical, ranged in (0,1], representing the initial value of step lenght. By default l=1
.
logical, should the step length be restored to its initial value after each iteration? This is an experimental option and may be changed in the future.
numerical, minimum value fixed for the step length.
logical, should the smoothing parameters be estimated by GAIC minimization? If TRUE
The optimization will be performed numerically by using optim
.
the "penalty" per parameter of the generalized AIC. By default it is 2, corresponding to the classical AIC.
tolerance for the residual sum of squares used in the backfitting algorithm.
maximum number of backfitting iterations.
tolerance to be used in order to get an amount of smoothing corresponding to the fixed degrees of freedom for the additive part. See argument pgtol
from optim
.
numerical. For degrees-of-freedom optimization in the additive part. See argument factr
from optim
.
integer. For degrees-of-freedom optimization in the additive part. See argument lmm
from optim
.
A vector of scaling parameters for vector lambda when optimizing lambda for fixed degrees of freedom. See argument parscale
from optim
.
integer. Maximum number of iterations for automatic model optimization. See argument maxit
from optim
.
numerical. Tolerance to be used for automatic selection of smoothing parameters. See argument pgtol
from optim
.
numerical. Tolerance to be used when inverting the gradient matrix.
numerical. For automatic selection of smoothing parameters. See argument factr
from optim
.
integer. For automatic selection of smoothing parameters. See argument lmm
from optim
.
A vector of scaling parameters for vector lambda for automatic model optimization. See argument parscale
from optim
.
Convergence criterion for model estimation. The default is "dev", corresponding to log-likelihood maximization. Alternatively, "pdev" is concerned with maximum penalized log-likelihood.
Marco Enea
pblm